| Metric | 11404128:btcusd:triple_med_gx:lsma45_140 | 11404128:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 76.42% | 75.42% |
| Max Drawdown | -14.45% | -29.51% |
| Sharpe | 1.0 | 0.63 |
| Sortino | 1.67 | 0.92 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.34 | 1.11 |
| Common Sense Ratio | 1.83 | 1.06 |
| CPC Index | 0.83 | 0.66 |
| Tail Ratio | 1.37 | 0.96 |
| Outlier Win Ratio | 19.22 | 3.81 |
| Outlier Loss Ratio | 4.0 | 3.56 |
| Volatility (ann.) | 13.47% | 24.55% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.54 | 2.19 |
| Skew | 2.42 | 0.2 |
| Kurtosis | 34.66 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.14% | 4.1% |
| Expected Yearly % | 32.82% | 32.45% |
| Kelly Criterion | 11.33% | 10.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.07% |
| Expected Shortfall (cVaR) | -1.12% | -2.07% |
| Year | 11404128:BTCUSD | 11404128:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.44 | 0.75 | - |
| 2025 | 27.10 | 37.36 | 1.38 | + |
| Metric | 11404128:btcusd:triple_med_gx:lsma45_140 | 11404128:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.08% | 41.88% |
| 6M | 24.95% | 22.91% |
| YTD | 37.36% | 27.1% |
| 1Y | 88.96% | 82.29% |
| 3Y (ann.) | 65.56% | 64.73% |
| 5Y (ann.) | 65.56% | 64.73% |
| Metric | 11404128:btcusd:triple_med_gx:lsma45_140 | 11404128:BTCUSD |
|---|---|---|
| Max Drawdown | -14.45% | -29.51% |
| Longest DD Days | 59.0 | 144.0 |
| Avg. Drawdown | -2.43% | -4.71% |
| Avg. Drawdown Days | 8.0 | 14.0 |
| Recovery Factor | 5.29 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.45 | 59 |
| 2025-01-31 | 2025-02-28 | -8.10 | 27 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-13 | -7.71 | 23 |
| 2025-03-06 | 2025-04-11 | -7.32 | 36 |
| 2025-06-10 | 2025-07-17 | -6.81 | 37 |
| 2024-08-09 | 2024-09-09 | -5.18 | 31 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-13 | 2025-05-20 | -3.56 | 37 |
| Metric | 11404128:btcusd:triple_med_gx:lsma45_140 | 11404128:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -6.0% | -12.33% |
| Best Month | 12.86% | 37.42% |
| Worst Month | -5.5% | -17.69% |
| Best Year | 37.36% | 38.02% |
| Worst Year | 28.44% | 27.1% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 4.35% | 4.34% |
| Avg. Down Week | -2.46% | -3.56% |
| Avg. Up Month | 5.71% | 13.29% |
| Avg. Down Month | -5.5% | -7.35% |
| Win Days % | 51.52% | 51.89% |
| Win Month % | 84.62% | 64.29% |
| Win Week % | 56.41% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |